daytrend

04/19/2016

Filed under: Market Stats — daytrend @ 11:15 am

Market Stats at 12:15 pm ET
by daytrend on 20160419. See the blog page “Market Stats Explained.”
Only liquid stocks are considered, now 907.

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IF YOU USE ANY OF THESE STATS, YOU SHOULD IMPLEMENT THEM ON YOUR PLATFORM.

COMPARED TO YESTERDAY’S RANGE (20160419 12:15 pm ET)
38.5% of stocks are above yesterday’s high.
69.5% are above yesterday’s midpoint. (30.5% are below.)
11.5% are below yesterday’s low.
50.1% are inside yesterday’s range.
80.9% of stocks with today’s high > yesterday’s high. (19.1% less than).
15.5% of stocks with today’s low < yesterday’s low. (84.5% greater than).

EVIDENCE OF INTRADAY TREND (20160419 12:15 pm ET)
40.4% of stocks are above today’s open. (57.7% are below).
39.5% of stocks are above today’s open and yesterday’s close.
42.1% are below both.
42.3% of stocks opened above yesterday’s high.
85.1% of stocks opened above yesterday’s close. (12.1% opened below yesterday’s close).
1.8% of stocks opened below yesterday’s low.

COMPARED TO TODAY’S RANGE (20160419 12:15 pm ET)
2.5% of stocks are in the top 10% of today’s range.
5.4% are in the top 20%.
30.8% are in the top half. 69.2% of stocks are in the bottom half of today’s range.
40.8% are in the bottom 20%.
27.8% are in the bottom 10%.

GAIN (20160419 12:15 pm ET)
57.1% of stocks are above yesterday’s close. (42.9% are below.)
3.9% are up 4.5% or more. 0.9% are down 4.5% or more.
5.8% are up 3.5% or more. 2.5% are down 3.5% or more.
58.2% are between +1% and -1%.

RSI on DAILY (20160419 12:15 pm ET)
2-day: >=95:15.2%…>=90:28.4%…>=80:45.6%…>=50:66.7%…<=20:9.8%…<=10:4.3%…<=5:1.0%…
9-day: >=95:0.0%…>=90:0.0%…>=80:3.1%…>=50:80.2%…<=20:0.0%…<=10:0.0%…<=5:0.0%…
14-day: >=95:0.0%…>=90:0.0%…>=80:0.6%…>=50:82.7%…<=20:0.0%…<=10:0.0%…<=5:0.0%…

LAST PRICE COMPARED TO PREVIOUS DAILY HIGHS AND LOWS (20160419 12:15 pm ET)
38.5% above previous 1 highs, 11.5% below previous 1 lows
34.3% above previous 2 highs, 8.9% below previous 2 lows
28.9% above previous 3 highs, 7.8% below previous 3 lows
25.7% above previous 4 highs, 6.2% below previous 4 lows
24.6% above previous 5 highs, 3.5% below previous 5 lows
24.1% above previous 6 highs, 3.2% below previous 6 lows
23.5% above previous 7 highs, 3.2% below previous 7 lows
22.8% above previous 8 highs, 3.1% below previous 8 lows
22.3% above previous 9 highs, 3.1% below previous 9 lows
21.7% above previous 10 highs, 2.9% below previous 10 lows

LAST PRICE COMPARED TO CLOSE X DAYS AGO (20160419 12:15 pm ET)
57.1% are above or equal to 4/18 close (1 days ago), 42.9% are below.
70.6% are above or equal to 4/15 close (2 days ago), 29.4% are below.
70.5% are above or equal to 4/14 close (3 days ago), 29.5% are below.
63.4% are above or equal to 4/13 close (4 days ago), 36.6% are below.
81.8% are above or equal to 4/12 close (5 days ago), 18.2% are below.
84.2% are above or equal to 4/11 close (6 days ago), 15.8% are below.
81.7% are above or equal to 4/8 close (7 days ago), 18.3% are below.
82.5% are above or equal to 4/7 close (8 days ago), 17.5% are below.
74.4% are above or equal to 4/6 close (9 days ago), 25.6% are below.
79.2% are above or equal to 4/5 close (10 days ago), 20.8% are below.
72.1% are above or equal to 4/4 close (11 days ago), 27.9% are below.
66.4% are above or equal to 4/1 close (12 days ago), 33.6% are below.
67.9% are above or equal to 3/31 close (13 days ago), 32.1% are below.
69.0% are above or equal to 3/30 close (14 days ago), 31.0% are below.
70.2% are above or equal to 3/29 close (15 days ago), 29.8% are below.
79.5% are above or equal to 3/28 close (16 days ago), 20.5% are below.
81.5% are above or equal to 3/24 close (17 days ago), 18.5% are below.
79.5% are above or equal to 3/23 close (18 days ago), 20.5% are below.
72.9% are above or equal to 3/22 close (19 days ago), 27.1% are below.
72.3% are above or equal to 3/21 close (20 days ago), 27.7% are below.
70.7% are above or equal to 3/18 close (21 days ago), 29.3% are below.

NEW HIGHS/LOWS USING TODAY’S HIGH/LOW (20160419 12:15 pm ET)
20d: 40.9% new highs, 2.3% new lows
21d: 39.0% new highs, 2.2% new lows
42d: 36.8% new highs, 0.4% new lows
63d: 34.4% new highs, 0.1% new lows
126d: 15.9% new highs, 0.0% new lows

COMPARED TO SIMPLE MOVING AVERAGES (20160419 12:15 pm ET)
2-day: 56.1% above, 43.9% below
3-day: 64.3% above, 35.7% below
4-day: 66.4% above, 33.6% below
5-day: 65.9% above, 34.1% below
8-day: 79.7% above, 20.3% below
10-day: 80.0% above, 20.0% below
20-day: 78.2% above, 21.8% below
50-day: 89.1% above, 10.9% below
200-day: 62.0% above, 38.0% below

SECTOR AVERAGES (unweighted) AND TOP & BOTTOM 8 STOCKS (20160419 12:15 pm ET)
META(26): 4.17% Top=CENX AG SLW SSRI TAHO PAAS FCX CDE ….. GG SCCO CCJ AA BVN STLD NUE CMC=Bottom (Metals & Mining)
ENER(90): 2.54% Top=RIG LPI CPG UNT WPX RDC ETE ATW ….. DK PSXP HFC VLO CVI MPC PBF WNR=Bottom (Energy)
CHEM(27): 1.78% Top=CC POT CF MOS MON FMC AGU PAH ….. DOW AXTA PPG RPM SHW CE AXLL ALB=Bottom (Chemicals/Fertilizers)
TRAN(34): 1.09% Top=TDW SAVE KSU TK XPO CP SWFT KEX ….. WAB STNG GBX GWR LUV AIRM ALK TRN=Bottom (Transportation)
MANU(40): 0.81% Top=JOY ATI DE FLS AGCO LECO CFX DCI ….. IR SWK SNA MHK RS ROK AOS TILE=Bottom (Manufacturing)
FINA(97): 0.48% Top=NTRS CMA KKR JNS CFG PB TD BEN ….. SNV FRC PYPL IBKR ETFC SCHW AMTD WBS=Bottom (Banks/Financials)
INSU(32): 0.31% Top=AEL PRI MBI MET XL ORI LNC UNM ….. PGR HIG AWH AON FNF FAF BRO MTG=Bottom (Insurance)
CONS(55): 0.12% Top=WRK PAY IP TSE KATE LULU DECK CHD ….. PVH LEG FL NWL FBHS MAT BC HAR=Bottom (Consumer)
REAL(90): 0.09% Top=TREE ELS SNH GPT CBL AMH STWD STOR ….. DEI CLI SHO RLGY DRH PSA CUBE EXR=Bottom (Real Estate)
MATE(29): -0.17% Top=MTZ FLR PWR EXP DAR BIN WCN PHM ….. AWI DHI USG MLM LEN TPH CAA BECN=Bottom (Materials & Construction)
COHW(40): -0.24% Top=SMCI COMM TDC HRS CTL LXK MRCY TDS ….. STX PANW CIEN ANET SYNA INFN OLED FNSR=Bottom (Computer Hardware/Telecom)
RETA(71): -0.28% Top=CAB GES OLLI OUTR SPLS GNC ANF HIBB ….. AMZN BID LB SIG FRAN CHS EBAY NFLX=Bottom (Retail & Specialty Retail)
DISV(51): -0.38% Top=XRS KBR ZG IILG MMS R JEC MCO ….. V CAR WTW ULTA BAH GEO ADS MYGN=Bottom (Diversified Services)
HEAL(49): -0.58% Top=UNH MOH ANTM VWR AET ZBH DVA BAX ….. THC HCA CPHD ZLTQ EW NVRO ADPT IRWD=Bottom (Health)
LEIS(36): -0.73% Top=LVS WYNN DRII BYD WEN ARMK MAR CCL ….. CAKE GPRO BLMN DRI PLAY EXPE BWLD EAT=Bottom (Leisure)
COSW(91): -0.82% Top=LC GRUB IMS DBD TRI SHOP WB SABR ….. WDAY QLIK ATHM VIPS DATA YELP WUBA IBM=Bottom (Computer Software/Internet)
ELEC(49): -1.35% Top=CREE LRCX SCTY GRMN SIMO FSLR AYI SNPS ….. CRUS SWKS MTSI MLNX QRVO CAVM IPHI MXL=Bottom (Electronics/Semis/Equip/Materials/Solar)

NOTES:
If you have ideas to improve these stats, contact me on twitter (@daytrend). Thanks.
Once a month I purge the oldest Market Stats posts from the blog, leaving only those from the previous month. All of the data is saved automatically in a spreadsheet, however.
Market Stats at 12:15 pm ET $SPY $ES_F $IWM https://daytrend.wordpress.com/category/market-stats/

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